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We study the problem of sequential prediction and online minimax regret with stochastically generated features under a general loss function. We introduce a notion of expected worst case minimax regret that generalizes and encompasses prior…

Machine Learning · Computer Science 2023-08-08 Changlong Wu , Mohsen Heidari , Ananth Grama , Wojciech Szpankowski

Online learning algorithms have impressive convergence properties when it comes to risk minimization and convex games on very large problems. However, they are inherently sequential in their design which prevents them from taking advantage…

Optimization and Control · Mathematics 2009-11-04 John Langford , Alexander Smola , Martin Zinkevich

We build a theoretical framework for designing and understanding practical meta-learning methods that integrates sophisticated formalizations of task-similarity with the extensive literature on online convex optimization and sequential…

Machine Learning · Computer Science 2019-12-10 Mikhail Khodak , Maria-Florina Balcan , Ameet Talwalkar

We introduce new combinatorial quantities for concept classes, and prove lower and upper bounds for learning complexity in several models of query learning in terms of various combinatorial quantities. Our approach is flexible and powerful…

Machine Learning · Computer Science 2019-04-24 Hunter Chase , James Freitag

Online dimension reduction is a common method for high-dimensional streaming data processing. Online principal component analysis, online sliced inverse regression, online kernel principal component analysis and other methods have been…

Computation · Statistics 2023-01-24 Wenquan Cui , Yue Zhao , Jianjun Xu , Haoyang Cheng

This work studies the problem of learning under both large datasets and large-dimensional feature space scenarios. The feature information is assumed to be spread across agents in a network, where each agent observes some of the features.…

Multiagent Systems · Computer Science 2020-05-26 Bicheng Ying , Kun Yuan , Ali H. Sayed

We study algorithms for online linear optimization in Hilbert spaces, focusing on the case where the player is unconstrained. We develop a novel characterization of a large class of minimax algorithms, recovering, and even improving,…

Machine Learning · Computer Science 2014-05-22 H. Brendan McMahan , Francesco Orabona

Designing learning algorithms that are resistant to perturbations of the underlying data distribution is a problem of wide practical and theoretical importance. We present a general approach to this problem focusing on unsupervised…

Machine Learning · Computer Science 2021-02-22 Andreas Maurer , Daniela A. Parletta , Andrea Paudice , Massimiliano Pontil

Studies of networked phenomena, such as interactions in online social media, often rely on incomplete data, either because these phenomena are partially observed, or because the data is too large or expensive to acquire all at once.…

Machine Learning · Computer Science 2020-01-22 Timothy LaRock , Timothy Sakharov , Sahely Bhadra , Tina Eliassi-Rad

We present methods for online linear optimization that take advantage of benign (as opposed to worst-case) sequences. Specifically if the sequence encountered by the learner is described well by a known "predictable process", the algorithms…

Machine Learning · Statistics 2014-05-27 Alexander Rakhlin , Karthik Sridharan

Multi-modal contrastive learning as a self-supervised representation learning technique has achieved great success in foundation model training, such as CLIP~\citep{radford2021learning}. In this paper, we study the theoretical properties of…

Machine Learning · Statistics 2025-05-20 Yu Gui , Cong Ma , Zongming Ma

We provide a general mechanism to design online learning algorithms based on a minimax analysis within a drifting-games framework. Different online learning settings (Hedge, multi-armed bandit problems and online convex optimization) are…

Machine Learning · Computer Science 2014-10-31 Haipeng Luo , Robert E. Schapire

Data in modern economic and financial applications often arrive as a stream, requiring models and inference to be updated in real time -- yet most semiparametric methods remain batch-based and computationally impractical in large-scale…

Econometrics · Economics 2026-03-10 Xiaohong Chen , Elie Tamer , Qingsong Yao

High-dimensional models often have a large memory footprint and must be quantized after training before being deployed on resource-constrained edge devices for inference tasks. In this work, we develop an information-theoretic framework for…

Information Theory · Computer Science 2022-09-01 Rajarshi Saha , Mert Pilanci , Andrea J. Goldsmith

Understanding minimal assumptions that enable learning and generalization is perhaps the central question of learning theory. Several celebrated results in statistical learning theory, such as the VC theorem and Littlestone's…

Machine Learning · Statistics 2026-02-25 Moïse Blanchard , Abhishek Shetty , Alexander Rakhlin

Online learning is a familiar problem setting within Machine-Learning in which data is presented serially in time to a learning agent, requiring it to progressively adapt within the constraints of the learning algorithm. More sophisticated…

Artificial Intelligence · Computer Science 2015-03-10 David Windridge

We characterize the algorithmic dimensions (i.e., the lower and upper asymptotic densities of information) of infinite binary sequences in terms of the inability of learning functions having an algorithmic constraint to detect patterns in…

Information Theory · Computer Science 2024-07-03 Jack H. Lutz , Andrei N. Migunov

A classical result in learning theory shows the equivalence of PAC learnability of binary hypothesis classes and the finiteness of VC dimension. Extending this to the multiclass setting was an open problem, which was settled in a recent…

Machine Learning · Statistics 2023-03-28 Moses Charikar , Chirag Pabbaraju

We establish a relationship between the online mistake-bound model of learning and resource-bounded dimension. This connection is combined with the Winnow algorithm to obtain new results about the density of hard sets under adaptive…

Computational Complexity · Computer Science 2007-05-23 John M. Hitchcock

We study a model of machine teaching where the teacher mapping is constructed from a size function on both concepts and examples. The main question in machine teaching is the minimum number of examples needed for any concept, the so-called…

Combinatorics · Mathematics 2024-02-12 Brigt Håvardstun , Jan Kratochvíl , Joakim Sunde , Jan Arne Telle